How to create a rounded cone
Two simple ways to achieve this:


Either Create a regular mesh cone, subdivide lateral edges with W+ > Subdivide, then and scale them horizontally using Proportional Edit with S, Shift+Z, or
Draw a bezier curve object outlining your cone silhouette, then add a Screw modifier to it. This method can also wor if you draw said silhouette with a string of mesh edges.